Converting an image sequence with an alpha channel to video and keeping the transparency
I suppose that when you add your image sequence to the video sequencer (VSE), you see a checkerboard background for the transparent regions? If so, you can render this out as a video file with the transparency conserved by choosing the correct codec (see also the comment of duplicate post). Which codec. The key is to pay attention to the color attribute of the Output panel. There are two possibilities: RGB or RGBA. The latter is a codec that supports transparency. In the first screenshot, I have chosen for the FFmpeg Video file format, the Matroska container and the PNG video codec. This is a codec that supports transparency. The second screenshot with the MPEG-4 and H.264 codec does not support transparency. You can tell it because the A-option in RGBA is not available.
You can test this very easily by rendering out the sequence and adding back the previous output file to the sequencer. You should see a checkerboard.